1,447 results
Search Results
202. The Satisfactory PID Regulator Design for Discrete Stochastic System.
- Author
-
Huigang Xu, Wenli Zang, and Zhi Guo
- Subjects
PID controllers ,STOCHASTIC systems ,COMPUTATIONAL mathematics ,MATHEMATICAL optimization ,ANALYSIS of covariance ,MATRIX inequalities - Abstract
The design problem of PID regulator under poles placement and steady covariance constraints for discrete stochastic systems has been studied. Most of the existing papers are mainly focus on the frequency domain and obtain the parameters of PID regulator by some optimization arithmetic or some known experiences, these methods are difficult to investigate the covariance which is one key index of the stochastic system, also, they are lack of robustness when some new performance indices are introduced to improve the capability of the system, which is often occurring in the design and function process. In the paper, the problem has been transformed to partial state feedback problem by choosing proper state variables firstly, then the parameters of PID regulator to guarantee that the closed-loop can satisfy the circular regional pole and the steady state output covariance indices simultaneously can be found by solving a series of linear matrix inequalities (LMI), and thus can be solved by the LMI toolbox of MATLAB conveniently. The design example shows the efficiency of the method proposed in this paper. [ABSTRACT FROM AUTHOR]
- Published
- 2007
203. Numerical and Experimental Investigation of an Elliptical Paraboloid Shell Model.
- Author
-
HAMADI, D., CHEBILI, R., and MELLAS, M.
- Subjects
- *
STRUCTURAL shells , *NUMERICAL analysis , *ENGINEERING , *PARABOLOID , *STRUCTURAL analysis (Engineering) - Abstract
For practical engineering purpose, a new flat shell element baptized (ACM_Q4SBE1) is presented in this paper. The formulated element can be used for the analysis of thin shell structures; no matter how the geometrical shape might be. Tests on standard problems have been examined. Since, the analysis of thin shell structures has generally been purely carried out on a theoretical basis; it is of importance to present some experimental results of an elliptical paraboloid under uniformly distributed load pressure. The results obtained from both numerical and experimental work are presented. [ABSTRACT FROM AUTHOR]
- Published
- 2009
204. Asymmetric Taxation in a Competition Between Nonprofit and For-Profit Firms.
- Author
-
Ferreira, Fernanda A.
- Subjects
- *
ECONOMIC competition , *CORPORATE profits , *ECONOMIC equilibrium , *MARKET equilibrium , *BAYESIAN analysis - Abstract
This paper considers a Cournot competition between a nonprofit firm and a for-profit firm in a homogeneous goods market, with uncertain demand. Given an asymmetric tax schedule, we compute explicitly the Bayesian-Nash equilibrium. Furthermore, we analize the effects of the tax rate and the degree of altruistic preference on market equilibrium outcomes. [ABSTRACT FROM AUTHOR]
- Published
- 2009
205. An Efficient Technique to Treat Singularities when Applying BEM with Quadratic Boundary Elements to the Problem of Compressible Fluid Flow.
- Author
-
Vladimirescu, Ion and Grecu, Luminita
- Subjects
- *
FLUID dynamics , *BOUNDARY value problems , *INTEGRAL equations , *KERNEL functions , *NUMERICAL analysis - Abstract
This paper is focused on solving the problem of the 2D compressible subsonic fluid flow around an obstacle using BEM with higher order boundary elements, with special consideration regarding to the treatment of singulatities. The 2D problem of a compressible fluid flow around an obstacle is equivalent with a singular boundary integral, obtained in terms of primary variables of the problem, the components of the velocity field. This singular boundary integral equation is solved by using quadratic isoparametric boundary elements. The problem is finally reduced to a linear system of equations. Aspects regarding the evaluation of the matrix coefficients are presented and a special attention is given to the treatment of integrals of singular kernels. A method based on the definition of the Cauchy Principal Value of an integral is developed. The method described is implemented into a computer code made in MathCAD and numerical results are obtained for different types of obstacles. We validate the computer through an analytical checking, made by comparing the numerical results with the exact solutions that exist in some particular cases, which are in very good agreement. [ABSTRACT FROM AUTHOR]
- Published
- 2009
206. A Weighted Ostrowski-Grüss Type Inequality and Applications.
- Author
-
Qayyum, Ather
- Subjects
- *
MATHEMATICAL inequalities , *DIFFERENTIABLE mappings , *MATHEMATICAL mappings , *NUMERICAL integration , *BOUNDARY value problems - Abstract
In this paper, we establish a weighted Ostrowski - Grüss type inequality for twice differentiable mappings in terms of lower and upper bounds of the second derivative. Applications in numerical integration are also given. [ABSTRACT FROM AUTHOR]
- Published
- 2009
207. Block Krylov Subspace Spectral Methods for Variable-Coefficient Elliptic PDE.
- Author
-
Lambers, James V.
- Subjects
- *
SPECTRUM analysis , *MATRICES (Mathematics) , *FOURIER analysis , *POISSON processes , *HELMHOLTZ equation - Abstract
Krylov subspace spectral (KSS) methods have been demonstrated to be effective tools for solving time-dependent variable-coefficient PDE. They employ techniques developed by Golub and Meurant for computing elements of functions of matrices to approximate each Fourier coefficient of the solution using a Gaussian quadrature rule that is tailored to that coefficient. In this paper, we apply this same approach to time-independent PDE of the form Lu = f, where L is an elliptic differential operator. Numerical results demonstrate the effectiveness of this approach for Poisson's equation and the Helmholtz equation in two dimensions. [ABSTRACT FROM AUTHOR]
- Published
- 2009
208. Spatial Disorder Of Coupled Discrete Nonlinear Schrödinger Equations.
- Author
-
Shih-Feng Shieh
- Subjects
- *
NONLINEAR systems , *SCHRODINGER operator , *INVARIANTS (Mathematics) , *EXPONENTIAL functions , *OSCILLATIONS - Abstract
In this paper, we study the spatial disorder of coupled discrete nonlinear Schrödinger (CDNLS) equations with piecewise-monotone nonlinearities. By the construction of horseshoes, we show that the CDNLS equation possesses a hyperbolic invariant Cantor set on which it is topological conjugate to the full shift on N symbols. The CDNLS equation exhibits spatial disorder, resulting from the strong amplitudes and stiffness of the nonlinearities in the system. The complexity of the disorder is determined by the oscillations of the nonlinearities. [ABSTRACT FROM AUTHOR]
- Published
- 2009
209. Effect of Dyslipidemia on Photoplethysmography Flow Mediated Dilation.
- Author
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Zaheditochai, M., Zahedi, E., and Ali, M. A. Mohd
- Subjects
- *
CHOLESTEROL , *HEART disease risk factors , *ENDOTHELIUM , *VASCULAR diseases , *BRACHIAL artery - Abstract
Dyslipidemia (high level of cholesterol in blood) is considered as one of the main heart risk factors affecting the endothelial vascular function. This function can be non-invasively studied by ultrasound flow-mediated dilation (US-FMD), but with all disadvantages of a high-cost and operator-dependent technique. In this paper, the effect of dyslipidemia on the photoplethysmogram (PPG) signal recorded from the index finger is investigated, as it has been recently shown that FMD can also be studied using PPG. To this end, PPG signals were acquired from two groups: the first group consists of 31 healthy subjects free from any risk factors and the second group 31 subjects who have only one risk factor: dyslipidemia. The plot of AC (peak-to-peak) values versus time of the PPG after flow release following 4 minutes of brachial artery blockage was considered representative of the FMD. Results show that there is a significant difference between the time that the AC value remains above 35% of it's maximum in the two groups (p-value < 5%) pointing to a new index which could assist the physician assessing vascular risk in a non-invasive way. [ABSTRACT FROM AUTHOR]
- Published
- 2009
210. Damping Analysis of a New Sandwich Structure.
- Author
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Teodorescu-Draghicescu, Horatiu, Vlase, Sorin, Rosu, Dorin, Purcarea, Ramona, and Munteanu, Violeta
- Subjects
- *
DAMPING (Mechanics) , *FIBROUS composites , *COMPOSITE materials , *POLYSTYRENE , *VISCOELASTICITY - Abstract
The aim of the paper is to determine the most important features of damping in the case of an advanced sandwich composite structure starting from the dampings, dynamic Young moduli and Poisson ratio for every lamina. The structure features two carbon/epoxy skins reinforced with twill weave fabric and an expanded polystyrene (EPS) core. At the damping analysis of fibre reinforced composite materials, a so called concept of complex moduli will be used in which the elastic constants will be replaced through their viscoelastic correspondences. The mechanical modeling is based on the correspondence principle of linear viscoelastic theory. Testing scheme allows specimens to be put in one side fixed connection and subjected at bending oscillations in normal conditions: 23°C, 50% relative air humidity. Dampings, rigidities and compliances of the composite structure are computed. [ABSTRACT FROM AUTHOR]
- Published
- 2009
211. Speech Reconstruction in Post-Laryngectomised Patients by Formant Manipulation and Pitch Pro?le Generation.
- Author
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Sharifzadeh, H. R., Ahmadi, F., and McLoughlin, I. V.
- Subjects
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LARYNGEAL surgery , *LARYNGECTOMY , *HUMAN voice , *TRACHEA , *AUTOMATIC speech recognition - Abstract
rehabilitation of the ability to speak in a natural sounding voice, for patients who suffer larynx and voice box deficiencies, has long been a dream for both patients and researchers working in this field. Removal of, or damage to, the voice box in a surgical operation such as laryngectomy, affects the pitch generation mechanism of the human voice production system. Such patients speech thus becomes hoarse, whisper like and sometimes not easily perceptible. This speech is obviously different to that from normal speakers, and will have lost many of the distinctive characteristics of the original speech. However, these patients typically retain the ability to whisper in a similar way to normal speakers. This paper aims to present an engineering approach to providing laryngectomy patients the capacity to regain their ability to speak with a more natural voice, and as a side effect, to allow them to conveniently use a mobile phone for communications. The method uses auditory information only, allied with analysis, formant insertion and novel methods for spectrum enhancement and formant smoothing within the reconstruction process. In effect, natural sounding speech is obtained from their spoken whisper-speech, without recourse to surgery. The method builds upon our previously published works using an analysis-by-synthesis approach for voice reconstruction with a modified CELP codec. [ABSTRACT FROM AUTHOR]
- Published
- 2009
212. Performance Characteristics of SALiM Isolator.
- Author
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Teng, H. and Chen, Q.
- Subjects
- *
VIBRATION (Mechanics) , *MIXTURES , *NONLINEAR systems , *ELECTRIC displacement , *LIQUIDS - Abstract
This paper describes a type of isolator which is based on Solid And Liquid Mixture (SALiM) for vibration isolation and shock absorbing. The nonlinear force-displacement relation of the isolator is established. Using the precise integration method, the primary responses in time domain are evaluated to study the isolator's property. [ABSTRACT FROM AUTHOR]
- Published
- 2009
213. Acoustic Emissions from Polymeric Gears.
- Author
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Dearn, K. D. and Walton, D.
- Subjects
- *
PLASTICS , *POLYOXYMETHYLENE , *SURFACE roughness , *POLYMERS , *ELECTRIC noise - Abstract
This paper presents a study of the role of materials in the generation of noise made by plastic gears. Sound levels were recorded for gears running in various running combinations. Frequency analyses were conducted on all the noise measurements and these showed that the harmonics for plastic gears mainly occur at multiples of the tooth meshing frequency. Materials such as Polyoxymethylene (POM), when run against itself were very noisy, but when run against a dissimilar material or steel they became quiet. Gears made from a polymer composite were the quietest. Measurements of surface roughness showed that the nosiest gears were those that developed high surface roughness when run-in. [ABSTRACT FROM AUTHOR]
- Published
- 2009
214. Oscillations of a Spacecraft with a Vertical Tether.
- Author
-
Aslanov, Vladimir S.
- Subjects
- *
SPACE vehicles , *GRAVITY , *TETHERED satellites , *BIFURCATION theory , *SPACE exploration - Abstract
The motion about a centre of mass of a spacecraft with a vertical tethered system under the action of the gravitational moment and small periodic tethered force at a circular orbit is studied. The paper contains bifurcation analysis, phase space research, and analytic solutions for separatrixes. The considered mechanical system performs chaotic motion near separatrixes under the influence small disturbances. Melnikov method gives a criterion for homo/heteroclinic chaos in terms of system parameters. Results of the research can be useful for the analysis of gravitational stabilization systems with space tethers and for studying the behavior of a spacecraft with a deployed tether. [ABSTRACT FROM AUTHOR]
- Published
- 2009
215. Comparative Verification of Fatigue in Steel Using Bending Tension Tests Carried Through Different Environments.
- Author
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Castro, C. A. C. and Bracarense, A. Q.
- Subjects
- *
STRUCTURAL analysis (Engineering) , *MATERIAL fatigue , *FATIGUE testing machines , *SIMULATION methods & models , *REGRESSION analysis - Abstract
The fatigue is the most common way of structural imperfection and, over the time, it has been a problem to the imposed requests and the type of applied load. In this paper, there is a study of the way the resistance fatigue ASTM A-36 is made among two environments: refrigerated and immerged into water at 5 atm hydrostatic pressure through bending tension fatigue tests. After that, some analyses and comparative results with the tested material were carried out. For this study, a mechanism was developed to test fatigue for bending tension to be used inside and outside hyperbaric chamber for the hydrostatic pressure simulation. This study is worth because any resistance confirmation does not exist in immerged fatigue of virgin materials; in other words, all the tests of fatigue were or have being accomplished in materials done in the air. Curves S-N were determined for each atmosphere. The methodology used for verification of resistance to the fatigue was the regression model from a data originated from accelerated life tests and it was possible to verify the environment influence in the phenomenon of the fatigue. [ABSTRACT FROM AUTHOR]
- Published
- 2009
216. Optimum Forging Preform Shape Design by Interpolation of Boundary Nodes.
- Author
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Mirsaeidi, M., Biglari, F. R., Nikbin, K., Goudarzi, E. Moazami, and Bagherzadeh, S.
- Subjects
- *
FORGING , *INTERPOLATION , *LINEAR systems , *MECHANICS (Physics) , *MATERIAL plasticity - Abstract
In the present paper, a new method for forging preform design has been developed based on linear interpolation technique. The use of preform shapes obtained by this technique would result in enhancement of the geometrical and mechanical quality of final part. It was found that among the obtained preform shapes there exists one preform that gives more uniform accumulated equivalent plastic strain. Using plasticine as an ideal material to validate the findings it is shown that by the use of this optimum preform shape, the geometrical defects such as under filling and fold over defects may be eliminated in the final product. In addition, a more uniform strain distribution through final part is achievable. Therefore its metallurgical and mechanical properties are improved. [ABSTRACT FROM AUTHOR]
- Published
- 2009
217. A Numerical Approach for Modeling the Human Upper Limb.
- Author
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Grecu, Valentin, Dumitru, Nicolae, and Grecu, Luminita
- Subjects
- *
MATHEMATICAL models , *ARTIFICIAL limbs , *CALCULUS , *DIFFERENTIAL equations , *PROSTHETICS - Abstract
The paper presents a dynamic model considering the human upper limb as a mechanic system with 6 degrees of freedom where the segments are moved by their own weight forces. The bones were modeled in Solid Works, the model of the upper limb obtained being very close as form to the real one. Based on this model, the calculus of mass proprieties was made. The differential equations of velocities obtained were solved using Lagrange formalism with help of Matlab programs. A dynamic model must provide a good approximation of total weight and mass distribution as well as transmissibility and amortization proprieties for bones, muscles and joints. [ABSTRACT FROM AUTHOR]
- Published
- 2009
218. Numerical and Analytical Approach of Thermo-Mechanical Stresses in FGM Beams.
- Author
-
Farhatnia, Fatemeh, Sharifi, Gholam-Ali, and Rasouli, Saeid
- Subjects
- *
METALS , *THERMOMECHANICAL treatment , *STRAINS & stresses (Mechanics) , *COMPOSITE construction , *PARTIAL differential equations , *STRESS concentration - Abstract
In this paper, thermo-mechanical stress distribution has been determined for a three layered composite beam having a middle layer of functionally graded material (FGM), by analytical and numerical methods. Beam is subjected to uniformly transverse distributed loading whereas the uniform temperature gradient arises in it. FGM beams with continuous and smooth grading of metal and ceramics based on power law index are considered for study, whereas Poisson ratio is to be held constant through FGM layer. Analytical solution is based on simple Euler-Bernoulli type beam theory for long, slender beam. Also, the principle of stationary potential function is used to obtain the static finite element equations for the FGM composite beam. By comparing the deduced results with FEM calculations in ANSYS, good agreement has been indicated between them. [ABSTRACT FROM AUTHOR]
- Published
- 2009
219. A One-step Analytical Approach for Springback Compensation in Channel Forming Process.
- Author
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Behrouzi, A., Dariani, B. M., and Shakeri, M.
- Subjects
- *
METALWORK , *FORGING , *FINITE element method , *ALGORITHMS , *NUMERICAL analysis - Abstract
Springback is a very important factor to influence the quality of sheet metal forming. Accurate prediction and controlling of springback is essential for the design of tools for sheet metal forming. Several approaches have been proposed for springback compensation by modification of the tooling shape. These approaches are iterative finite element methods. In this paper an analytical approach is presented for one step modification of the tooling shape in channel forming process to compensate the springback error. With the help of this approach, the optimum die shape for producing the target shape can be obtained in a few seconds. The algorithm of springback compensation by inverse FE modelling is also presented. The results of the analytical approach coincide with those of FE approach. The accuracy of the obtained results is verified by the experimental results and high precision is achieved. [ABSTRACT FROM AUTHOR]
- Published
- 2009
220. Bending Behaviour of the Composite Materials Made by Recycling of the CDs and DVDs.
- Author
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CERBU, Camelia and TEODORESCU-DRAGHICESCU, Horatiu
- Subjects
- *
WASTE recycling , *COMPOSITE materials , *COMPACT discs , *DVD media , *MECHANICS (Physics) - Abstract
The paper describes the aspects concerning a methodology of recycling of CDs (compact disks), DVDs to develop a new composite material made of a polyester resin reinforced with chopped material of CDs, DVDs. It is known that polycarbonates are mainly used to manufacture of CDs, DVDs while a very thin aluminium layer is additionally used to record information. The first of all, the hand lay-up technology is used to prepare a board made of the composite material involved. Then, the composite specimens were cut from the board and subjected to the flexural test (three points method). Herein, the mechanical characteristics of the specimens were analysed. Moreover, the photos acquired by using a metallographic microscope are presented to discuss about the homogeneity of the composite structure. Finally, some applications of the new composite material are proposed by taking into account the experimental results shown and above all, the recycling necessity of the large quantity of CDs / DVDs wastes. [ABSTRACT FROM AUTHOR]
- Published
- 2009
221. Effect of Material Models on Formability of Sheet Metals in Explosive Forming.
- Author
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Gerdooei, M., Dariani, B. Mollaei, and Liaghat, G. H.
- Subjects
- *
METALWORK , *FORGING , *ALUMINUM alloys , *ALUMINUM silicates , *HIGH energy forming - Abstract
The sheet metal formability is a measure of its ability to deform plastically during a forming process. In this paper, the forming limit diagrams of sheet metals are obtained experimentally at both quasi-static (conventional forming) and high strain rate (explosive forming) condition. The selected materials are AISI 1045 steel and an AA6061-T6 aluminum alloy. The calculation of rate-dependent forming limit diagrams is performed by using the method proposed by authors. The effect of strain rate changes on the forming limits is analyzed. Several yield criteria such as Von Mises isotropic yield function, quadratic and non-quadratic criterion of Hill are used to show the influence of the constitutive law incorporated in the analysis on the rate-dependent forming limits. The effect of the hardening model on the FLD is analyzed by using two hardening laws, namely power law and Johnson-Cook (J-C) law. The comparison between analytical and experimental FLDs shows that J-C model and non-quadratic Hill criteria can be used to obtain the accurate prediction of FLDs at high strain rate condition, rather than power law and other yield criterion. [ABSTRACT FROM AUTHOR]
- Published
- 2009
222. Stress Relief Cracking in Advanced Steel Material-Overview.
- Author
-
Ghiya, S. P., Bhatt, D. V., and Rao, R. V.
- Subjects
- *
HEAT treatment of steel , *WELDING , *CHROMIUM alloys , *MOLYBDENUM alloys , *STRAINS & stresses (Mechanics) - Abstract
This paper summarizes the quality problems of the weldability of advanced vanadium modified Cr, Mo alloy steel material, during fabrication of reactor, pressure vessel being used for Refinery, Petrochemical, Chemical plants. Authors have focused on stress relief cracking occurred in weld metal and HAZ after stress relieving heat treatment of the weld. From the literature review , it appears that till date significant amount of efforts are made to understand the stress relief cracking, occurring in alloy steel .However considerable work is still being done on this quality issue to understand root cause of stress relief cracking and remedy to prevent it. [ABSTRACT FROM AUTHOR]
- Published
- 2009
223. Rapid Manufacturing Technique used in the Development of a Regenerative Pump Impeller.
- Author
-
Quail, Francis, Stickland, Matthew, and Scanlon, Thomas
- Subjects
- *
PUMPING machinery , *PROTOTYPES , *MANUFACTURING processes , *FLUID mechanics , *RAPID prototyping - Abstract
This paper presents a method of rapid manufacture used in the development of a regenerative pump impeller. Rapid manufacturing technology was used to create complex impeller blade profiles for testing as part of a regenerative pump optimisation process. Regenerative pumps are the subject of increased interest in industry. Ten modified impeller blade profiles, from the standard radial configuration, were evaluated with the use of computational fluid dynamics and experimental testing. Prototype impellers were needed for experimental validation of the CFD results. The manufacture of the complex blade profiles using conventional milling techniques is a considerable challenge for skilled machinists. The complexity of the modified blade profiles would normally necessitate the use of expensive CNC machining with 5 axis capability. With an impeller less than 75 mm in diameter and a maximum blade thickness of 1.3mm, a rapid manufacturing technique enabled production of complex blade profiles that were dimensionally accurate and structurally robust enough for testing. As more advanced rapid prototyping machines become available in the study in the future, e.g. 3D photopolymer jetting machine, the quality of the parts particularly in terms of surface finish will improve and the amount of post processing operations will reduce. This technique offers the possibility to produce components of increased complexity whilst ensuring quality, strength, performance and speed of manufacture. The ability to manufacture complex blade profiles that are robust enough for testing, in a rapid and cost effective manner is proving essential in the overall design optimisation process for the pump. [ABSTRACT FROM AUTHOR]
- Published
- 2009
224. Free Vibration Characteristics of Clinched Joints.
- Author
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Xiaocong He, Wenbin Zhang, Biao Dung, Xunzhi Zhu, and Shanfeng Gao
- Subjects
- *
FINITE element method , *VIBRATION (Mechanics) , *VEHICLES , *JOINTS (Engineering) , *SOLDER & soldering - Abstract
Due to the increasing demand for energy-efficient vehicles, there is an increasing need to design lightweight structures and these invariably use lightweight materials which are difficult or impossible to weld. Clinching technology offers an alternative to spot welding especially for joining sheet materials. The present paper deals with transverse free vibration analysis of single lap jointed encastre clinched joints using three dimensional finite element methods (FEM). The focus of the analysis Is to reveal the influence on the natural frequencies, natural frequency ratios and mode shapes of these joints caused by variations in the material properties of the sheet materials. Numerical examples show that the transverse natural frequencies of single lap jointed encastre clinched joints increase significantly as the Young's modulus of the sheets increase, but only slight changes are encountered for variations of Poisson's ratio. The mode shapes show that there are different deformations in the jointed section of clinched joints compared with the reference cantilevered beams without joint. These different deformations may cause different natural frequency values and different stress distributions. As expected, odd modes shapes were found to be symmetrical about the mid-length position and even modes were anti-symmetrical. It is also found that the material densities of the sheets have significant effects on the transverse free vibration characteristics of single lap jointed encastre clinched joints. [ABSTRACT FROM AUTHOR]
- Published
- 2009
225. Aspects Concerning Impact Tests on Composites for Rigid Implants.
- Author
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Cotoros, Diana L., Baritz, Mihaela I., Opran, Constantin M., and Bacanu, Gheorghe
- Subjects
- *
ARTIFICIAL implants , *STRUCTURAL analysis (Engineering) , *BIOMECHANICS , *MECHANICS (Physics) , *ENGINEERING - Abstract
In order to obtain a suitable rigid implant, we need to be certain that its properties are very close to the structure it is supposed to replace or support. For this reason, the materials to be used for manufacturing should be carefully selected, so that their mechanical and biomechanical properties correspond to the intended purpose. The present paper is dealing with some impact tests developed for these types of structures and the required testing methodology. [ABSTRACT FROM AUTHOR]
- Published
- 2009
226. Design and Optimisation of Crane Jibs for Forklift Trucks.
- Author
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Miralbés, R. and Castejón, L.
- Subjects
- *
FINITE element method , *CRANES (Machinery) , *STRENGTH of materials , *WELDING , *ROTATIONAL motion - Abstract
The objective of this paper is to present a new methodology of calculation by means of the F.E.M. applied to crane jibs. This analysis has been carried out in terms of strength and stiffness, and for any type of crane jib: telescopic crane, lattice crane, closed beam crane, etc. There have been simulated different load cases and boundary conditions that the structure should bear. This load cases can be obtained from normal and extreme operation of the crane, and there have been taken into account current regulations and previous experience. It has been also necessary to define the methodology to simulate non structural elements, contacts, materials, etc. Concerning regulations, it has been necessary to make an adaptation of the regulation UNE-58536, because the specific regulation affecting these crane jibs (UNE 1726), was not enough restrictive. Moreover it has been necessary to estimate some translational and rotational velocities to apply the regulation. Furthermore, the welding of some parts has been simulated and analyzed, and it has been carried out a comparative analysis between the experimental results and the numerical results for some load cases. Once this correlation has been obtained the methodology of calculation and the numerical results are validated. [ABSTRACT FROM AUTHOR]
- Published
- 2009
227. Investigation of Cutting Parameters in Manufacturing of Femoral Heads.
- Author
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Galanis, Nikolaos I. and Manolakos, Dimitrios E.
- Subjects
- *
ARTIFICIAL implants , *BIOMEDICAL materials , *PROSTHETICS , *MACHINING , *ATOMIC force microscopy - Abstract
In the last years new methods have been investigated for the manufacturing of artificial implants for hip joints. For some parts of these implants, like femoral heads, the method of high speed machining is used to get manufactured. In this paper it was investigated the connection between cutting parameters and forces, in high speed turning of metallic femoral heads. This method is widely used in the industry combined with hard part machining, and leads to having better surface roughness and to decreasing of cutting time. It is also investigated the connection of the surface roughness and this manufacturing method with the measuring of the spheres using Atomic Force Microscopy according to the strict Standards of ISO 7206. [ABSTRACT FROM AUTHOR]
- Published
- 2009
228. Feasibility of Using GMM Based Actuators in Active Control of Journal Bearing System.
- Author
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Lau, H. Y., Liu, K. P., Wang, W., and Wong, P. L.
- Subjects
- *
BEARINGS (Machinery) , *ACTUATORS , *ROTATIONAL motion , *JOURNAL bearings , *OSCILLATIONS - Abstract
A novel idea of using giant magnetostrictive material (GMM) based actuators for journal bearing control is presented in this paper. Frequency response tests on GMM actuators and a journal bearing system were examined. The performances of the system running at various journal shaft rotational speeds under control were investigated. With the aid of GMM actuators, the performances on journal shaft positioning and vibration suppression were enhanced with the hydrodynamic effect of the oil film force inside the bearing. The results demonstrate that the novel concept is feasible and also show that GMM is an excellent material for driving function. [ABSTRACT FROM AUTHOR]
- Published
- 2009
229. Active Vibration Suppression Using Neural Networks.
- Author
-
Yong Xia and Ghasempoor, Ahmad
- Subjects
- *
VIBRATION (Mechanics) , *MACHINERY , *AUTOMATIC control systems , *ARTIFICIAL neural networks , *ELECTRONIC noise - Abstract
Vibration detection and control strategies strive to reduce the effect of harmful vibrations on machinery and people. In general, vibration control strategies are classified as passive or active. While passive vibration control techniques are generally less complex, there are more limits to their effectiveness. Active vibration control strategies, on the other hand, can be very effective but require more complex algorithms and are especially susceptible to time delays. This paper introduces an active and adaptive vibration control system which, based on using neural network and newest digital signal processing techniques, automatically detects noisy sinusoidal vibration parameters of a cantilever beam and generates control signals to an actuator to cancel the vibration. The control signal is generated based on calculations of a neural network and real-time digital processing. The system can repeat the vibration detection and control loop in every 25 ms, and the newest control signal is added to the original one to minimize the beam vibration. The system has been evaluated experimentally and the results showed its validity. [ABSTRACT FROM AUTHOR]
- Published
- 2009
230. The Effect of Von Karman Vortex Street on Building Ventilation.
- Author
-
Kumar, P. Praveen
- Subjects
- *
AERODYNAMICS of buildings , *AIR conditioning , *AIR flow , *FLUID dynamics , *VENTILATION - Abstract
This paper deals with the utilisation of the von Karman vortex street principle to maximise air flow into buildings. Von Karman Vortex Street is a succession of eddies created close to the building that break away alternatively from both sides. A case study of 2 rectangular buildings placed at a certain distance from each other is presented and the effect on ventilation is determined. The stagnation region appears in the closest region downstream of the bluff body (building) and is a factor which considerably influences vortex shedding and subsequently ventilation. The stagnation region has to be minimized for maximizing the air flow. Vortex streets can result in natural ventilation which can save energy due to reduced running of electrical appliances. Thus, the green building concept can be satisfied. Based on this study, doors and windows can be placed at the wake regions, resulting in maximum ventilation. [ABSTRACT FROM AUTHOR]
- Published
- 2009
231. Experimental Investigation on the Effect of Workpiece Hardness and Cutting Speed on Surface Roughness in Hard Turning With CBN Tools.
- Author
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Derakhshan, E. D. and Akbari, A. A.
- Subjects
- *
MACHINING , *SURFACE roughness , *GRINDING & polishing , *STEEL alloys , *SURFACES (Technology) , *MANUFACTURING processes - Abstract
Hard turning is considered as a new machining process aimed at turning hardened steels with high surface qualities. This process is a good alternative for many grinding applications which were previously done through traditional machining processes. The goal of this paper is to test the empirical feasibility of using this new method instead of grinding in many industrial applications, and to determine the effects of independent parameters such as hardness of parts and cutting speeds on the surface quality and tool wear in hard turning operations. Hence parts made of AISI 4140 alloyed steel are exposed to different thermal treatments to achieve different hardness rates in the range of hard turning operations. These parts are then machined with CBN cutting tools and CNC lathing machines at different cutting speeds, and results are compared in terms of surface roughness. [ABSTRACT FROM AUTHOR]
- Published
- 2009
232. Performance Analysis of an Irreversible Otto Cycle using Finite Time Thermodynamics.
- Author
-
Mehta, Hemant B. and Bharti, Omprakash S.
- Subjects
- *
THERMODYNAMICS , *BEARINGS (Machinery) , *THERMAL expansion , *MECHANICS (Physics) , *ENTROPY - Abstract
In this paper, performance of an air standard irreversible Otto-cycle is analyzed using finite-time thermodynamics (FTT). In the irreversible cycle model, the friction loss computed according to the mean velocity of the piston, the internal irreversibility described by using the compression and expansion efficiencies, the heat-transfer loss and the heat leak rate between the two reservoirs are considered. The relations between the power output and the compression ratio, between the thermal efficiency and the compression ratio, the optimal relation between the net power output and the efficiency of the cycle, Ecological function and power output, net heat input and efficiency, as well as power loss due to entropy generation rate and efficiency are indicated by numerical example. [ABSTRACT FROM AUTHOR]
- Published
- 2009
233. Numerical Study of Sand Ingestion Through a Ventilating System.
- Author
-
Ghenaiet, Adel.
- Subjects
- *
TURBINES , *FINITE element method , *NUMERICAL analysis , *PARTICLES , *BLADES (Hydraulic machinery) - Abstract
Turbomachinery components often operate in dusty environments, such as in desert regions. Operating under such particulate airflow condition usually leads to erosion damage of blades resulting in degradations of their aerodynamic performance. The present paper presents a numerical study of sand particle trajectories and erosion through an axial cooling turbomachinery. The Lagrangian approach for particle tracking as implemented in the present trajectory code is considering the effects of turbulence and complex flow features near walls on solid particles, random particle rebound and random size distribution. The governing equations of particle motion entrained by the airflow are solved in a stepwise manner separately from the flow field, whereas, particle tracking and impacts are predicted in different cells of the computational domain based on the finite element method. A semi empirical erosion correlation is used to predict erosion areas based on impacts information. The results of the numerical simulations obtained for different positions of rotor blade have revealed that the main impacted areas are found over the blade leading edge corner and an area of the pressure side extending towards and over the tip, in addition to a strip along the leading edge of the suction side. [ABSTRACT FROM AUTHOR]
- Published
- 2009
234. Dynamic Modeling of a Mobile Mechanical System with Deformable Elements.
- Author
-
Dumitru, Nicolae, Copilusi, Cristian, and Zuhair, Althahbi
- Subjects
- *
FINITE element method , *HARMONIC analysis (Mathematics) , *MATHEMATICAL models , *DEFORMATIONS (Mechanics) , *MOTION - Abstract
In this paper we present some results obtained from a dynamic response analysis of a mobile mechanical system, in two cases, when the elements are considered as a rigid ones, and when these elements are considered deformable. For both situations we propose for analysis the Newton-Euler formalism completed with Lagrange's multipliers method. The obtained mathematical models were tested on a wiper windshield mechanism which has a spatial motion. Combining the experimental analysis with the dynamic inverse analysis we obtain the connecting forces variation laws from the mechanism's joints. These forces will constitute the loading base for finite element modeling of the all mechanical system. Through finite element modeling we were obtained the variation laws depending on time, for cinematic parameters in dynamic regime. [ABSTRACT FROM AUTHOR]
- Published
- 2009
235. A Homogenization Method for Pre-Impregnated Composite Materials.
- Author
-
Teodorescu-Draghicescu, Horatiu, Vlase, Sorin, Chiru, Anghel, Scutaru, Maria Luminita, and Motoc, Dana Luca
- Subjects
- *
COMPOSITE materials , *ELASTICITY , *CHEMICAL molding equipment , *ESTIMATION theory , *MATHEMATICAL models - Abstract
The paper presents an original homogenization method to predict the elastic properties of multiphase pre-impregnated composite materials like Sheet- and Bulk Molding Compounds. The upper and lower limits of the homogenized coefficients for a 27% fibres volume fraction SMC are computed. It is presented a comparison between the upper and lower limits of the homogenized elastic coefficients of a SMC material and the experimental data. The estimation model used as a homogenization method of these heterogeneous composite materials, gave emphasis to a good agreement between this theoretical approach and experimental data. [ABSTRACT FROM AUTHOR]
- Published
- 2009
236. Service Robot for Inspecting Exterior Gas Pipes of High Rise Buildings.
- Author
-
Liu, K. P., Luk, B. L., and Chan, Y. T.
- Subjects
- *
ROBOTICS , *ROBOTS , *GAS leakage , *NATURAL gas pipelines , *DETECTORS - Abstract
A service robot for inspecting exterior gas pipes of high rise buildings is reported in this paper. The principle of the wall climbing capability of the robot is based on vacuum suction force generated by an ordinary vacuum cleaner motor. The robot maneuverability is facilitated by four independent driving motors and a control console. There are two operation modes namely manual and automatic operation. During the manual operation, the robot motion is control by operator with joystick. In the automatic mode, the robot path tracking is done by two ferric-type proximity sensor while gas leakage of pipe is detected by a gas sensor. [ABSTRACT FROM AUTHOR]
- Published
- 2009
237. Prediction and Measurement of Through Thickness Residual stresses in Large Quenched Components.
- Author
-
Hosseinzadeh, F., Mahmoudi, A. H., Truman, C. E., and Smith, D. J.
- Subjects
- *
SIMULATION methods & models , *DEFORMATIONS (Mechanics) , *STRAINS & stresses (Mechanics) , *STRENGTH of materials , *STEEL - Abstract
Although there are many simulations of residual stresses in quenched steel components there is little validation of these predictions particularly when the components are large. This is not surprising bearing in mind that the application of the through thickness measurement techniques (mechanical strain relief techniques) are problematic when the components exhibit high levels of residual stresses or triaxial stress state. This paper examines the application the incremental deep hole drilling technique (IDHD) to measure through thickness residual stresses in the quenched solid and hollow steel cylinders. The measured residual stresses are compared with FE predictions. [ABSTRACT FROM AUTHOR]
- Published
- 2009
238. Elasto-Plastic EFGM Analysis of an Edge Crack.
- Author
-
Kumar, B. Aswani, Singh, I. V., and Saran, V. H.
- Subjects
- *
GALERKIN methods , *NUMERICAL analysis , *DEFORMATIONS (Mechanics) , *STRUCTURAL analysis (Engineering) , *PLASTICS - Abstract
In this paper, elasto-plastic analysis of an edge crack has been performed using element free Galerkin method. A model problem has been solved in plane stress condition under mode-I loading. A system of nonlinear equations has been obtained by using incremental theory of plasticity, and the equations are solved by assuming piecewise linear approximation. A code has been written in Matlab for elastoplastic analysis of cracked components. The size of plastic zone is calculated around the tip of the crack by EFGM code. [ABSTRACT FROM AUTHOR]
- Published
- 2009
239. Computer Aided Kinematic and Dynamic Analysis of a Horizontal Slider Crank Mechanism Used For Single-Cylinder Four Stroke Internal Combustion Engine.
- Author
-
Desai, H. D.
- Subjects
- *
HEAT engines , *MOTOR fuels , *STEAM , *COMBUSTION , *COMPUTER software - Abstract
The reciprocating engine mechanism is often analysed, since it serves all the demands required for the convenient utilization of natural sources of energy, such as steam, gaseous and liquid fuels, for generation of power. Further, it is widely employed as suitable mechanism for pumps and compressors. In this paper the complete kinematic and combined static and inertia force analysis of a horizontal, single -- cylinder, four-stroke internal combustion engine is discussed. The analytical approach is used as it is more accurate and is less time consuming if it is programmed for the computer solution. The data for the analysis of the engine has been taken from the available literature. The present investigation furnishes the complete kinematic history of the driven links and the bearing loads for the complete working cycle of the engine mechanism. The complete force analysis of the engine is simplified by a summation of the static forces and inertia forces ignoring the friction forces which makes the analysis linear. The computer program is prepared in fortran language for both kinematic and dynamic analysis of the engine at the crank interval of 150. [ABSTRACT FROM AUTHOR]
- Published
- 2009
240. Performance of a Pneumatic Muscle Actuated Rotation Module.
- Author
-
Deaconescu, Andrea and Deaconescu, Tudor
- Subjects
- *
ROBOTICS , *PNEUMATICS , *JOINTS (Engineering) , *ROTATIONAL motion , *MUSCLES - Abstract
The utilization of pneumatic muscles in the actuation of robotized systems is still in its early stages, thus calling for further study of such constructive solutions. The need for light robotized systems with improved dynamics has led to the development of pneumatic muscles as a power source for the system. This type of actuator, which has also an excellent power/weight ratio, meets the need for safety, simplicity and lightness. Starting from the human model, the paper presents and discusses the performance of a standardizable rotation module, actuated by pneumatic muscles and adaptable on robotic systems designed for the aid of disabled persons. Rotation of a cylindrical joint by means of pneumatic muscles is achieved in a considerably similar way to that generated by human muscles, based on the agonist vs. antagonist principle, namely as one muscle contracts the other will relax. [ABSTRACT FROM AUTHOR]
- Published
- 2009
241. A Critical Review on Microtools Fabrication by Focused Ion Beam (FIB) Technology.
- Author
-
Bhavsar, Sanket N., Aravindan, S., and Rao, P. Venkateswara
- Subjects
- *
TOOLS , *MICROMACHINING , *FOCUSED ion beams , *FORGING , *GEOMETRY , *MANUFACTURING processes - Abstract
As different tool materials are hard to machine by routine micromachining techniques, Focused Ion Beam (FIB) technique is used for fabrication of microtools. This paper aims to comprise a detailed review on microtools fabrication by FIB and a step by step procedure of fabricating microtools is explained. Operating parameters are briefly described to show their significance for microtools fabrication. The operating parameters of FIB machining presented here do not only give information about material removal rate but also helpful for achieving desired surface finish of microtools. In addition, new geometry of micro end mill cutter is also proposed. [ABSTRACT FROM AUTHOR]
- Published
- 2009
242. Development of Polymer Nanocomposites for Rapid Prototyping Process.
- Author
-
Wahab, M. S., Dalgarno, K. W., Cochrane, R. F., and Hassan, S.
- Subjects
- *
POLYMERS , *NANOCOMPOSITE materials , *COMPOSITE materials , *MANUFACTURING processes , *ISOSTATIC pressing - Abstract
This paper presents initial development of polymer nanocomposites (PNC) material for rapid manufacturing (RM) application. PNC materials containing a polyamide (PA) and nano particles (5wt%) were produced by solution blending with the aim to improve the mechanical properties. Commercial polyamide 6 (PA6) was dissolved in formic acid (HCO2H) together with two different types of nano particle materials: yttrium stabilised zirconia (YSZ) and Hectorite clay (Benton 166) and spray-dried to create powder, creating powder with particle sizes in the range of 10-40 µm. The materials were processed on a CO2 selective laser sintering (SLS) experimental machine. Mechanical properties of the PNCs were evaluated and the results were compared with the unfilled base polymer. [ABSTRACT FROM AUTHOR]
- Published
- 2009
243. A Virtual System for Simulation of Human Upper Limb.
- Author
-
Grecu, Valentin, Grecu, Luminita, Demian, Mihai, and Demian, Gabriela
- Subjects
- *
ARTIFICIAL limbs , *VIRTUAL reality , *BIOMECHANICS , *SIMULATION methods & models , *VRML (Computer program language) - Abstract
The paper presents a virtual reality techniques to create and to simulate a skeletal model of human upper limbs. Motions supported by the current version of the system are: arm flexion/extension, arm adduction / abduction and forearm flexion/extension. It's present the differences between VRML and Matlab. A computer system has been developed where a set of forces done by the muscles are parameterized and the limb motion animation, in real time, is achieved through biomechanics equations. [ABSTRACT FROM AUTHOR]
- Published
- 2009
244. Safety Reliability Method Applied to Evaluate Smoke Control System of Fire Accident in the Tunnel of Mass Rapid Transit System.
- Author
-
Ying-Che Weng, Ming-Tsun Ke, and Sih-Li Chen
- Subjects
- *
COMPUTER software , *TUNNEL operations , *SMOKE control systems in buildings , *PUBLIC transit , *RESEARCH - Abstract
This article utilizes CFD software to investigate the smoke control system of the safety reliability for the underground Mass Rapid Transit (MRT) system. The purpose of this research is to simulate the fire occurring in the tunnel region where the smoke control system designs are corresponding to the National Federation of Paralegal Associations 130 (NFPA130). The smoke control mode of the tunnel includes the Tunnel Ventilation Fan (TVF) and Jet Air Fan (JAF) in the station. The control strategies of the TVF, JAF, and the flow phenomenon of the smoke in the fire environment are simulated by commercial software, PHOENICS. In the numerical simulation, the results show that under the conditions of turning on the TVF and JAF in 3 minutes later, if the fire in the tunnel region attains the criterion of temperature field (<60°C), the concentration of carbon monoxide (<1500ppm), radiation intensity (<6.3kW/m²) and visibility (≥ 10m), passengers can evacuate from these safe passages. The smoke control system in this paper is very useful for fire accidents of the tunnels. The study verifies that simulation result is in good agreement with the standard of NFPA130. [ABSTRACT FROM AUTHOR]
- Published
- 2009
245. Materials Structure and Strain Analysis Using Time-of-flight Neutron Diffraction.
- Author
-
Shu Yan Zhang, Godfrey, Evelyn, Abbey, Brian, Pingguang Xu, Yo Tomota, Liljedahl, David, Zanellato, Olivier, Fitzpatrick, Michael, Kelleher, Joe, Siano, Salvatore, Santisteban, Javier, and Korsunsky, Alexander M.
- Subjects
- *
PULSED neutron techniques , *NEUTRON sources , *TIME-of-flight mass spectrometry , *RESIDUAL stresses , *PHASE transitions - Abstract
Pulsed neutron beams available at the ISIS spallation source offer diverse possibilities for materials characterization using diffraction and imaging. In this paper we review a range of applications of the time-of-flight neutron diffraction for the characterization of phase transformations and residual stress states in industrially-relevant situations. The setup of the ENGIN-X instrument at ISIS is described, followed by a series of case studies based on the recently obtained results. [ABSTRACT FROM AUTHOR]
- Published
- 2009
246. A Generalized Linear Transformation Method for Simulating Meixner Lévy Processes.
- Author
-
Imai, Junichi and Ken Seng Tan
- Subjects
- *
MONTE Carlo method , *DERIVATIVE securities , *LEVY processes , *RANDOM walks , *FINANCIAL engineering - Abstract
In this paper, we consider an enhanced quasi-Monte Carlo (QMC) method for pricing derivative securities when the underlying asset price follows an exponential Lévy process. In particular, we focus on a special family of the Lévy process known as the Meixner process. The enhanced QMC is based on a generalization of the linear transformation (LT) method of Imai and Tan (2006). The generalized LT method can be used to simulate general stochastic processes and hence has a wider range of application than the original LT which only applies to the Gaussian process. Using some option examples with dimensions ranging from 4 to 250 as test cases, the numerical results suggest that the generalized LT-based QMC substantially outperforms the standard applications of quasi-Monte Carlo and Monte Carlo methods. [ABSTRACT FROM AUTHOR]
- Published
- 2009
247. Speeding Up Two-Level Simulation for Tail Conditional Expectations by Means of Prefix Sum Based Algorithms.
- Author
-
Yi-Cheng Tsai, Hsin-Tsung Peng, Jan-Ming Ho, Chen, Bryant, and Ming-Yang Kao
- Subjects
- *
SIMULATION methods & models , *STOCKS (Finance) , *RISK management in business , *STOCK options , *ALGORITHMS - Abstract
In this paper, we study the problem of computing tail conditional expectations (TCE) or portfolio gains at specific times (T) in the future. We present efficient algorithms to handle the following two cases: (1) we have only one option (call or put) in our portfolio, denoted as a single-stock-single-option portfolio (SSSO); (2) we have a stock and some of its options in our portfolio, denoted as a single-stock-multiple-option portfolio (SSMO). Compared with previous simulation algorithms, our algorithms compute TCE of a given portfolio more efficiently and still maintain the same degree of accuracy. In the SSSO case, we reduce the computational time complexity from the SSSO-Naïve Algorithm's O(m*n) to SSSO algorithm's O(m+n), where m is the number of possible price outcomes for an underlying stock at time T and n is the number of possible price outcomes for an underlying stock at time U (maturity) in respect to each possible price outcome for an underlying stock at time T. In the SSMO case, we provide two algorithms to compute the TCE. The computational time complexity of the SSMO-Naive Algorithm is O(q*m*n+m*log(m)), where q is the number of options. The computational time complexities of our two algorithms are O(q*(m+n)+m*log(m)), and O(q*log(q)+n+m*q+ m*q*log(q)+m*log(m)) or O(q*log(q)+n+m*q+m*q*log(m)+m* log(m)). In both cases, our experiments show that when m and n are greater than five thousand, our algorithms run thousands of times faster than the naive algorithms. [ABSTRACT FROM AUTHOR]
- Published
- 2009
248. The Comparison Artificial Neural Networks and Multi Decimal Analysis Models for Forecasting Bankruptcy and Financial Distress.
- Author
-
Javanmard, Habibollah and Saleh, Farnoosh
- Subjects
- *
ARTIFICIAL neural networks , *FINANCIAL crises , *FORECASTING , *BANKRUPTCY , *STATISTICAL sampling , *DECIMAL system - Abstract
One of the most important issues in the world of financial management is investment assurance for legal and rightful persons. The existence of suitable standards and instruments to evaluate financial conditions and companies situations can help investors to under take their decisions making. Financial corruption and bankruptcy bear extensive costs which cause lasting damages to country's economy. One of the ways to prevent financial corruption is to forecast financial distress. In this paper which uses the correlation research methodology employing Artificial Neural Networks (ANN), the financial corruption of the companies has been forecasted. The main aim of this research is to compare ANN and Multi Decimal Analysis (MDA) models in bankruptcy forecasting field. In order to study the effect of sampling differences on forecasting, the absolute validation method has been used. Dual Comparison Test was used to test three hypothesises introduced in this research. The results obtained from the models based on the data from 80 accepted companies in Tehran Stock Exchange show that in forecasting financial distress, the ANN model is more accurate than the MDA model. [ABSTRACT FROM AUTHOR]
- Published
- 2009
249. Liquidity Adjusted Intraday Value at Risk.
- Author
-
Jun Qi and Wing Lon Ng
- Subjects
- *
LIQUIDITY (Economics) , *VALUE at risk , *MARKETING research , *RISK management in business , *RISK premiums - Abstract
The traditional Value at Risk (VaR) is a very popular tool measuring market risk, but it does not incorporate liquidity risk. This paper proposes an extended VaR model to integrate liquidity risk for intraday trading strategies using high frequency order book data. We estimate the one step ahead liquidity adjusted intraday VaR called(LAIVaR) for both bid and ask positions, considering several threshold trading sizes. We also quantify the liquidity risk premium by comparing our result with the standard VaR approach. [ABSTRACT FROM AUTHOR]
- Published
- 2009
250. A Hybrid Finite Difference Method for Valuing American Puts.
- Author
-
Jin Zhang and SongPing Zhu
- Subjects
- *
NONLINEAR partial differential operators , *NONLINEAR operators , *PARTIAL differential operators , *FINITE differences , *PRICING - Abstract
This paper presents a numerical scheme that avoids iterations to solve the nonlinear partial differential equation system for pricing American puts with constant dividend yields. Upon applying a front-fixing technique to the Black-Scholes partial differential equation, a predictor-corrector finite difference scheme is proposed to numerically solve the discrete nonlinear scheme. In the comparison with the solutions from articles that cover zero dividend and constant dividend yields cases, our results are found accurate. The current method is conditionally stable since the Euler scheme is used, the convergency property of the scheme is shown by numerical experiments. [ABSTRACT FROM AUTHOR]
- Published
- 2009
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